+122.2%
ALL vs LSCC
+82.7%
+39.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | -1.5% | -9.7% | +8.2% | -1.4% |
| 3M | +23.6% | -23.7% | +47.3% | +23.9% |
| 6M | +22.3% | +26.5% | -4.1% | +20.7% |
| YTD | +26.5% | +57.5% | -31.0% | +23.8% |
| 1Y | +27.0% | +75.7% | -48.7% | +23.6% |
| 3Y | +149.6% | +19.5% | +130.1% | +145.5% |
| All | +122.2% | +82.7% | +39.5% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling